Partial autocorrelation function - Document - PDFSEARCH.IO

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	Homework 3 solutions Joe Neeman September 22, Recall that the best linear predictor of Y given Z is and linear function of Z (say, P (Y \|Z) = aZ + b) that satisfies (by the projection theorem) EP (Y \|Z) = EY and Add to Reading List Document Date: 2010-10-12 00:18:34 Open Document File Size: 73,33 KB Share Result on Facebook

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Homework 3 solutions Joe Neeman September 22, Recall that the best linear predictor of Y given Z is and linear function of Z (say, P (Y |Z) = aZ + b) that satisfies (by the projection theorem) EP (Y |Z) = EY and Add to Reading List